Is there any weighting towards selling in the negative? Else the LLM's should just hold their unrealised losses, and only sell post local peak - depends on their suggested measurement of success?
I am committed - added to my daily morning reading list! Will be interesting - my gut will state that it will outperform a fair number of ITF's, if only due to the inevitable usage by said funds!
What a fantastic write up - love the choice of "accurate" vs "good enough" - wonder if there are any edge cases that this fails at - might find some time in the new year to check this! Lots of potential for "whip" mechanics in browser.
He isnt planning on walking back - he had already resigned and aimed to leave the finance industry.
He doesn't have a conviction - it was overturned...